+188.5%
XOM vs MOD
+920.5%
-732.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.7% | +0.2% |
| 7D | -7.3% | -17.8% | +10.5% | -5.4% |
| 30D | -2.6% | -43.2% | +40.6% | +3.5% |
| 3M | +3.6% | -46.0% | +49.6% | +10.2% |
| 6M | +15.3% | -62.2% | +77.5% | +26.6% |
| YTD | +39.4% | -22.8% | +62.2% | +36.6% |
| 1Y | +43.2% | -35.5% | +78.6% | +42.9% |
| 3Y | +74.9% | +128.2% | -53.3% | +32.1% |
| 5Y | +201.3% | +791.6% | -590.3% | +65.2% |
| 10Y | +188.5% | +886.3% | -697.8% | +42.5% |
| All | +188.5% | +920.5% | -732.0% | +42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MOD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling